Are these books you have gotten from Amazon or ones you have uploaded to the Amazon cloud?....A little more information other than "it doesn't work" would be helpful.
If these are books you have uploaded to Amazon cloud and then sent to your PW, check under Documents.

I downloaded them from my cloud. Still not on the device. Checked calibre, it can see them on the device. Added all the books from device onto Calibre library. Deleted books on device. Added books from Calibre. Still nothing.